Merge pull request #899 from ricequant/RQSDK-749

revise matcher validate
ricequant · Sep 10, 2024 · b09703b · b09703b
2 parents 2d0c14b + b6058ed
commit b09703b
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py b/rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py
@@ -210,7 +210,7 @@ def match(self, account, order, open_auction):
         trade._commission = self._env.get_trade_commission(trade)
         trade._tax = self._env.get_trade_tax(trade)
 
-        if order.side == SIDE.BUY and self._slippage_decider.decider.rate != 0:
+        if order.position_effect == POSITION_EFFECT.OPEN and self._slippage_decider.decider.rate != 0:
             # 标的价格经过滑点处理后，账户资金可能不够买入，需要进行验证
             cost_money = instrument.calc_cash_occupation(price, order.quantity, order.position_direction, order.trading_datetime.date())
             cost_money += trade.transaction_cost
@@ -467,7 +467,7 @@ def match(self, account, order, open_auction):  # type: (Account, Order, bool) -
         trade._commission = self._env.get_trade_commission(trade)
         trade._tax = self._env.get_trade_tax(trade)
 
-        if order.side == SIDE.BUY and self._slippage_decider.decider.rate != 0:
+        if order.position_effect == POSITION_EFFECT.OPEN and self._slippage_decider.decider.rate != 0:
             cost_money = instrument.calc_cash_occupation(price, order.quantity, order.position_direction, order.trading_datetime.date())
             cost_money += trade.transaction_cost
             if cost_money > account.cash + order.init_frozen_cash: